+450.1%
TSM vs QS
-62.6%
+512.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.5% | -1.2% |
| 7D | +6.2% | -14.0% | +20.2% | +7.6% |
| 30D | -7.3% | -6.4% | -0.9% | -6.8% |
| 3M | -7.1% | -40.3% | +33.1% | -2.9% |
| 6M | +0.2% | -57.5% | +57.7% | +7.6% |
| YTD | +32.2% | -64.7% | +96.9% | +43.3% |
| 1Y | +42.8% | -72.9% | +115.7% | +57.8% |
| 3Y | +330.4% | -33.5% | +363.9% | +321.9% |
| 5Y | +263.9% | -90.5% | +354.4% | +276.4% |
| All | +450.1% | -62.6% | +512.7% | +466.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling